+152.0%
QQQM vs CAPR
+70.5%
+81.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.9% |
| 7D | -0.6% | -11.0% | +10.4% | -0.4% |
| 30D | -1.2% | +99.8% | -101.0% | -2.2% |
| 3M | -0.1% | -66.6% | +66.5% | +0.4% |
| 6M | +18.0% | -75.1% | +93.0% | +18.9% |
| YTD | +16.7% | -71.0% | +87.7% | +17.3% |
| 1Y | +23.0% | +30.0% | -6.9% | +18.1% |
| 3Y | +93.3% | +29.0% | +64.4% | +73.6% |
| 5Y | +96.3% | +70.8% | +25.5% | +65.3% |
| All | +152.0% | +70.5% | +81.6% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling